[R] Help regarding tersvirta.test

Aravind R.N aravindrn at gmail.com
Mon Jul 11 00:17:32 CEST 2011


I tried running the function terasvirta.test in the package tseries
for a univariate tseries object.

For eg.

x<- as.ts(rnorm(1000))

I get the following error
Error in as.matrix(y) : argument "y" is missing, with no default

The function seems to expect a default y argument for regressing. The
package source contains a function as mentioned below

terasvirta.test.ts <-
function(x, lag = 1, type = c("Chisq", "F"), scale = TRUE, ...)

When i try to call this , it gives an error sating function not available.

Please do help. Thanks

Thanks and Regards,
Aravind Nadarajan

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